Frozen confections consisting of discrete particles of water ice and/or ice cream typically a few millimeters in size are popular products. For example U.S. Pat. No. 5,126,156 describes a method for preparing a free-flowing, frozen dairy product in which beads of product are prepared by dripping a mix into a freezing chamber. In order to make frozen confections more interesting and attractive to consumers, they may be coated with chocolate or similar other coating materials. Whilst it is common practice to coat stick or bar products, e.g. by dipping or enrobing, it is less straightforward to coat small particles. WO 09/023218 discloses a system for making pieces of ice cream in the form of small discs of from 5 to 25 mm in diameter by means of cryogenically cooled rollers. The pieces are coated by spraying them with a coating such as candy, syrup, chocolate or caramel. EP 923 883 discloses a method of tumble coating pieces of foods (such as vegetables, fruit, sweets and ice cream) having a size of from 1 to 200 mm. However, these processes require complex equipment for forming the small pieces and/or coating them. Therefore there is a need for an improved process for producing small pieces of coated frozen confections.